Home > Royal Banks of Missouri > Securities
Royal Banks of Missouri, Securities
| 2023-12-31 | Rank | |
| Total securities | $119,809,000 | 1,501 |
| U.S. Government securities | $90,915,000 | 1,250 |
| U.S. Treasury securities | $73,276,000 | 330 |
| U.S. Government agency obligations | $17,639,000 | 2,730 |
| Securities issued by states & political subdivisions | $14,356,000 | 2,129 |
| Other domestic debt securities | $14,347,000 | 844 |
| Privately issued residential mortgage-backed securities | $9,198,000 | 289 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $234,000 | 526 |
| Structured financial products - Total | $3,069,000 | 413 |
| Other domestic debt securities - All other | $1,846,000 | 1,384 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,374,000 | 849 |
| Mortgage-backed securities | $25,652,000 | 1,810 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,742,000 | 2,360 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,328,000 | 1,080 |
| Privately issued | $9,198,000 | 226 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $384,000 | 1,438 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $1,124,000 | 1,497 |
| Available-for-sale securities (fair market value) | $118,494,000 | 1,327 |
| Total debt securities | $119,617,000 | 1,489 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $497,000 | 191 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $118,410,000 | 1,505 |
| U.S. Government securities | $89,940,000 | 1,251 |
| U.S. Treasury securities | $72,158,000 | 351 |
| U.S. Government agency obligations | $17,782,000 | 2,702 |
| Securities issued by states & political subdivisions | $13,368,000 | 2,183 |
| Other domestic debt securities | $14,948,000 | 816 |
| Privately issued residential mortgage-backed securities | $9,454,000 | 267 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $613,000 | 486 |
| Structured financial products - Total | $3,071,000 | 411 |
| Other domestic debt securities - All other | $1,810,000 | 1,382 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,025,000 | 887 |
| Mortgage-backed securities | $26,059,000 | 1,782 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,858,000 | 2,345 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,360,000 | 1,062 |
| Privately issued | $9,454,000 | 215 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $387,000 | 1,415 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,144,000 | 1,523 |
| Available-for-sale securities (fair market value) | $117,112,000 | 1,321 |
| Total debt securities | $118,256,000 | 1,489 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $493,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $120,823,000 | 1,527 |
| U.S. Government securities | $89,952,000 | 1,292 |
| U.S. Treasury securities | $71,353,000 | 360 |
| U.S. Government agency obligations | $18,599,000 | 2,715 |
| Securities issued by states & political subdivisions | $14,341,000 | 2,169 |
| Other domestic debt securities | $16,386,000 | 777 |
| Privately issued residential mortgage-backed securities | $10,933,000 | 254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $252,000 | 502 |
| Structured financial products - Total | $3,385,000 | 387 |
| Other domestic debt securities - All other | $1,816,000 | 1,390 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,704,000 | 849 |
| Mortgage-backed securities | $28,361,000 | 1,755 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,152,000 | 2,354 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,883,000 | 1,045 |
| Privately issued | $10,933,000 | 203 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $393,000 | 1,407 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $1,419,000 | 1,496 |
| Available-for-sale securities (fair market value) | $119,260,000 | 1,344 |
| Total debt securities | $120,679,000 | 1,515 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $492,000 | 188 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $142,977,000 | 1,392 |
| U.S. Government securities | $112,784,000 | 1,126 |
| U.S. Treasury securities | $93,217,000 | 303 |
| U.S. Government agency obligations | $19,567,000 | 2,668 |
| Securities issued by states & political subdivisions | $14,499,000 | 2,217 |
| Other domestic debt securities | $15,561,000 | 842 |
| Privately issued residential mortgage-backed securities | $9,874,000 | 286 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $263,000 | 509 |
| Structured financial products - Total | $3,409,000 | 388 |
| Other domestic debt securities - All other | $2,015,000 | 1,374 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,329,000 | 679 |
| Mortgage-backed securities | $28,271,000 | 1,806 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,499,000 | 2,371 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,487,000 | 1,054 |
| Privately issued | $9,874,000 | 219 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $411,000 | 1,421 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,444,000 | 1,539 |
| Available-for-sale securities (fair market value) | $141,400,000 | 1,222 |
| Total debt securities | $142,843,000 | 1,378 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $741,000 | 193 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $142,278,000 | 1,424 |
| U.S. Government securities | $112,127,000 | 1,142 |
| U.S. Treasury securities | $92,254,000 | 331 |
| U.S. Government agency obligations | $19,873,000 | 2,647 |
| Securities issued by states & political subdivisions | $14,215,000 | 2,273 |
| Other domestic debt securities | $15,823,000 | 855 |
| Privately issued residential mortgage-backed securities | $10,126,000 | 282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $272,000 | 513 |
| Structured financial products - Total | $3,401,000 | 401 |
| Other domestic debt securities - All other | $2,024,000 | 1,388 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,519,000 | 677 |
| Mortgage-backed securities | $28,835,000 | 1,799 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,651,000 | 2,381 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,625,000 | 1,058 |
| Privately issued | $10,126,000 | 208 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $433,000 | 1,407 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,725,000 | 1,517 |
| Available-for-sale securities (fair market value) | $140,440,000 | 1,253 |
| Total debt securities | $142,156,000 | 1,406 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $743,000 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $136,222,000 | 1,486 |
| U.S. Government securities | $112,507,000 | 1,162 |
| U.S. Treasury securities | $91,797,000 | 345 |
| U.S. Government agency obligations | $20,710,000 | 2,621 |
| Securities issued by states & political subdivisions | $14,507,000 | 2,253 |
| Other domestic debt securities | $9,109,000 | 1,102 |
| Privately issued residential mortgage-backed securities | $3,024,000 | 423 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $295,000 | 500 |
| Structured financial products - Total | $3,748,000 | 288 |
| Other domestic debt securities - All other | $2,042,000 | 1,390 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,791,000 | 576 |
| Mortgage-backed securities | $22,574,000 | 2,029 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,045,000 | 2,348 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,068,000 | 1,059 |
| Privately issued | $3,024,000 | 317 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $437,000 | 1,419 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $1,759,000 | 1,498 |
| Available-for-sale securities (fair market value) | $134,364,000 | 1,311 |
| Total debt securities | $136,122,000 | 1,470 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $745,000 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $140,113,000 | 1,465 |
| U.S. Government securities | $119,721,000 | 1,121 |
| U.S. Treasury securities | $93,107,000 | 334 |
| U.S. Government agency obligations | $26,614,000 | 2,383 |
| Securities issued by states & political subdivisions | $15,386,000 | 2,253 |
| Other domestic debt securities | $4,908,000 | 1,317 |
| Privately issued residential mortgage-backed securities | $1,505,000 | 497 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $304,000 | 501 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $3,099,000 | 1,223 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,247,000 | 587 |
| Mortgage-backed securities | $26,950,000 | 1,923 |
| Certificates of participation in pools of residential mortgages | $8,619,000 | 2,392 |
| Issued or guaranteed by U.S. | $8,619,000 | 2,329 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $13,547,000 | 1,052 |
| CMOs issued by government agencies or sponsored agencies | $12,042,000 | 1,042 |
| Privately issued | $1,505,000 | 359 |
| Commercial mortgage-backed securities | $4,784,000 | 1,187 |
| Commercial mortgage pass-through securities | $443,000 | 1,421 |
| Other commercial mortgage-backed securities | $4,341,000 | 846 |
| Held to maturity securities (book value) | $1,796,000 | 1,420 |
| Available-for-sale securities (fair market value) | $138,219,000 | 1,315 |
| Total debt securities | $140,015,000 | 1,453 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $665,000 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $130,854,000 | 1,519 |
| U.S. Government securities | $110,267,000 | 1,168 |
| U.S. Treasury securities | $81,742,000 | 315 |
| U.S. Government agency obligations | $28,525,000 | 2,313 |
| Securities issued by states & political subdivisions | $16,997,000 | 2,173 |
| Other domestic debt securities | $3,482,000 | 1,466 |
| Privately issued residential mortgage-backed securities | $544,000 | 543 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $329,000 | 507 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,609,000 | 1,270 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,464,000 | 646 |
| Mortgage-backed securities | $27,895,000 | 1,911 |
| Certificates of participation in pools of residential mortgages | $9,291,000 | 2,355 |
| Issued or guaranteed by U.S. | $9,291,000 | 2,298 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $12,828,000 | 1,072 |
| CMOs issued by government agencies or sponsored agencies | $12,284,000 | 1,034 |
| Privately issued | $544,000 | 391 |
| Commercial mortgage-backed securities | $5,776,000 | 1,106 |
| Commercial mortgage pass-through securities | $463,000 | 1,396 |
| Other commercial mortgage-backed securities | $5,313,000 | 773 |
| Held to maturity securities (book value) | $2,098,000 | 1,286 |
| Available-for-sale securities (fair market value) | $128,648,000 | 1,401 |
| Total debt securities | $130,745,000 | 1,506 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $911,000 | 204 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $54,117,000 | 2,590 |
| U.S. Government securities | $31,228,000 | 2,428 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $31,228,000 | 2,202 |
| Securities issued by states & political subdivisions | $19,213,000 | 2,085 |
| Other domestic debt securities | $3,552,000 | 1,416 |
| Privately issued residential mortgage-backed securities | $563,000 | 505 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $345,000 | 510 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,644,000 | 1,205 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,168,000 | 1,917 |
| Mortgage-backed securities | $29,601,000 | 1,872 |
| Certificates of participation in pools of residential mortgages | $10,844,000 | 2,203 |
| Issued or guaranteed by U.S. | $10,844,000 | 2,140 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $14,533,000 | 969 |
| CMOs issued by government agencies or sponsored agencies | $13,970,000 | 945 |
| Privately issued | $563,000 | 344 |
| Commercial mortgage-backed securities | $4,224,000 | 1,217 |
| Commercial mortgage pass-through securities | $486,000 | 1,371 |
| Other commercial mortgage-backed securities | $3,738,000 | 869 |
| Held to maturity securities (book value) | $2,400,000 | 1,159 |
| Available-for-sale securities (fair market value) | $51,593,000 | 2,482 |
| Total debt securities | $53,993,000 | 2,574 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $936,000 | 202 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $59,744,000 | 2,390 |
| U.S. Government securities | $36,398,000 | 2,158 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $36,398,000 | 1,993 |
| Securities issued by states & political subdivisions | $18,782,000 | 2,087 |
| Other domestic debt securities | $4,455,000 | 1,279 |
| Privately issued residential mortgage-backed securities | $648,000 | 471 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $360,000 | 519 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,447,000 | 1,052 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,270,000 | 1,554 |
| Mortgage-backed securities | $32,847,000 | 1,760 |
| Certificates of participation in pools of residential mortgages | $11,759,000 | 2,142 |
| Issued or guaranteed by U.S. | $11,701,000 | 2,091 |
| Privately issued | $58,000 | 217 |
| Collaterized mortgage obligations | $18,797,000 | 832 |
| CMOs issued by government agencies or sponsored agencies | $18,207,000 | 806 |
| Privately issued | $590,000 | 325 |
| Commercial mortgage-backed securities | $2,291,000 | 1,446 |
| Commercial mortgage pass-through securities | $526,000 | 1,366 |
| Other commercial mortgage-backed securities | $1,765,000 | 1,069 |
| Held to maturity securities (book value) | $2,966,000 | 1,088 |
| Available-for-sale securities (fair market value) | $56,669,000 | 2,317 |
| Total debt securities | $59,635,000 | 2,378 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $677,000 | 207 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $50,772,000 | 2,532 |
| U.S. Government securities | $30,357,000 | 2,317 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $30,357,000 | 2,138 |
| Securities issued by states & political subdivisions | $17,682,000 | 2,121 |
| Other domestic debt securities | $2,634,000 | 1,424 |
| Privately issued residential mortgage-backed securities | $610,000 | 478 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $2,024,000 | 1,187 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,481,000 | 1,610 |
| Mortgage-backed securities | $30,273,000 | 1,791 |
| Certificates of participation in pools of residential mortgages | $12,561,000 | 2,056 |
| Issued or guaranteed by U.S. | $12,561,000 | 2,001 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $14,857,000 | 919 |
| CMOs issued by government agencies or sponsored agencies | $14,247,000 | 896 |
| Privately issued | $610,000 | 312 |
| Commercial mortgage-backed securities | $2,855,000 | 1,358 |
| Commercial mortgage pass-through securities | $588,000 | 1,344 |
| Other commercial mortgage-backed securities | $2,267,000 | 989 |
| Held to maturity securities (book value) | $3,049,000 | 1,058 |
| Available-for-sale securities (fair market value) | $47,624,000 | 2,485 |
| Total debt securities | $50,669,000 | 2,520 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $938,000 | 198 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $53,090,000 | 2,354 |
| U.S. Government securities | $32,042,000 | 2,114 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $32,042,000 | 1,984 |
| Securities issued by states & political subdivisions | $17,318,000 | 2,080 |
| Other domestic debt securities | $3,648,000 | 1,282 |
| Privately issued residential mortgage-backed securities | $624,000 | 479 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $3,024,000 | 989 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,929,000 | 1,560 |
| Mortgage-backed securities | $31,972,000 | 1,674 |
| Certificates of participation in pools of residential mortgages | $13,537,000 | 1,920 |
| Issued or guaranteed by U.S. | $13,537,000 | 1,864 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $15,105,000 | 892 |
| CMOs issued by government agencies or sponsored agencies | $14,481,000 | 879 |
| Privately issued | $624,000 | 305 |
| Commercial mortgage-backed securities | $3,330,000 | 1,273 |
| Commercial mortgage pass-through securities | $595,000 | 1,329 |
| Other commercial mortgage-backed securities | $2,735,000 | 897 |
| Held to maturity securities (book value) | $3,134,000 | 1,033 |
| Available-for-sale securities (fair market value) | $49,874,000 | 2,301 |
| Total debt securities | $53,007,000 | 2,340 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $946,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $53,761,000 | 2,224 |
| U.S. Government securities | $31,536,000 | 2,020 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $31,536,000 | 1,913 |
| Securities issued by states & political subdivisions | $18,592,000 | 1,976 |
| Other domestic debt securities | $3,633,000 | 1,224 |
| Privately issued residential mortgage-backed securities | $643,000 | 453 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $2,990,000 | 958 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,747,000 | 1,516 |
| Mortgage-backed securities | $31,485,000 | 1,622 |
| Certificates of participation in pools of residential mortgages | $13,062,000 | 1,864 |
| Issued or guaranteed by U.S. | $13,062,000 | 1,816 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $14,930,000 | 905 |
| CMOs issued by government agencies or sponsored agencies | $14,287,000 | 899 |
| Privately issued | $643,000 | 294 |
| Commercial mortgage-backed securities | $3,493,000 | 1,207 |
| Commercial mortgage pass-through securities | $621,000 | 1,284 |
| Other commercial mortgage-backed securities | $2,872,000 | 859 |
| Held to maturity securities (book value) | $3,948,000 | 945 |
| Available-for-sale securities (fair market value) | $49,813,000 | 2,190 |
| Total debt securities | $53,761,000 | 2,204 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $957,000 | 193 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $55,981,000 | 2,052 |
| U.S. Government securities | $33,428,000 | 1,877 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $33,428,000 | 1,786 |
| Securities issued by states & political subdivisions | $18,899,000 | 1,845 |
| Other domestic debt securities | $3,654,000 | 1,182 |
| Privately issued residential mortgage-backed securities | $661,000 | 447 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,993,000 | 919 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,291,000 | 1,526 |
| Mortgage-backed securities | $33,396,000 | 1,530 |
| Certificates of participation in pools of residential mortgages | $13,735,000 | 1,776 |
| Issued or guaranteed by U.S. | $13,735,000 | 1,730 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $16,034,000 | 877 |
| CMOs issued by government agencies or sponsored agencies | $15,373,000 | 862 |
| Privately issued | $661,000 | 278 |
| Commercial mortgage-backed securities | $3,627,000 | 1,159 |
| Commercial mortgage pass-through securities | $661,000 | 1,267 |
| Other commercial mortgage-backed securities | $2,966,000 | 822 |
| Held to maturity securities (book value) | $4,505,000 | 904 |
| Available-for-sale securities (fair market value) | $51,476,000 | 2,032 |
| Total debt securities | $55,981,000 | 2,036 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $964,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $59,926,000 | 1,903 |
| U.S. Government securities | $37,536,000 | 1,745 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $37,536,000 | 1,651 |
| Securities issued by states & political subdivisions | $18,738,000 | 1,755 |
| Other domestic debt securities | $3,652,000 | 1,124 |
| Privately issued residential mortgage-backed securities | $674,000 | 426 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,978,000 | 880 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,988,000 | 2,605 |
| Mortgage-backed securities | $37,517,000 | 1,393 |
| Certificates of participation in pools of residential mortgages | $15,366,000 | 1,635 |
| Issued or guaranteed by U.S. | $15,366,000 | 1,591 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $18,515,000 | 832 |
| CMOs issued by government agencies or sponsored agencies | $17,841,000 | 817 |
| Privately issued | $674,000 | 261 |
| Commercial mortgage-backed securities | $3,636,000 | 1,141 |
| Commercial mortgage pass-through securities | $663,000 | 1,260 |
| Other commercial mortgage-backed securities | $2,973,000 | 793 |
| Held to maturity securities (book value) | $4,640,000 | 904 |
| Available-for-sale securities (fair market value) | $55,286,000 | 1,878 |
| Total debt securities | $59,926,000 | 1,888 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $1,967,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $43,516,000 | 2,296 |
| U.S. Government securities | $27,523,000 | 2,113 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $27,523,000 | 2,003 |
| Securities issued by states & political subdivisions | $12,199,000 | 2,107 |
| Other domestic debt securities | $3,794,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $685,000 | 442 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $3,109,000 | 774 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,628,000 | 2,491 |
| Mortgage-backed securities | $27,516,000 | 1,678 |
| Certificates of participation in pools of residential mortgages | $12,064,000 | 1,856 |
| Issued or guaranteed by U.S. | $12,064,000 | 1,803 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $9,962,000 | 1,171 |
| CMOs issued by government agencies or sponsored agencies | $9,277,000 | 1,186 |
| Privately issued | $685,000 | 269 |
| Commercial mortgage-backed securities | $5,490,000 | 955 |
| Commercial mortgage pass-through securities | $709,000 | 1,217 |
| Other commercial mortgage-backed securities | $4,781,000 | 658 |
| Held to maturity securities (book value) | $5,255,000 | 876 |
| Available-for-sale securities (fair market value) | $38,261,000 | 2,324 |
| Total debt securities | $43,516,000 | 2,277 |
| Structured notes | ||
| Amortized cost | $1,752,000 | 230 |
| Fair value | $1,827,000 | 223 |
| Trading account assets | $1,944,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $42,713,000 | 2,352 |
| U.S. Government securities | $25,231,000 | 2,283 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $25,231,000 | 2,151 |
| Securities issued by states & political subdivisions | $13,697,000 | 1,961 |
| Other domestic debt securities | $3,785,000 | 1,023 |
| Privately issued residential mortgage-backed securities | $727,000 | 412 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $3,058,000 | 758 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,413,000 | 2,559 |
| Mortgage-backed securities | $24,266,000 | 1,767 |
| Certificates of participation in pools of residential mortgages | $9,605,000 | 2,022 |
| Issued or guaranteed by U.S. | $9,605,000 | 1,967 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $9,120,000 | 1,219 |
| CMOs issued by government agencies or sponsored agencies | $8,393,000 | 1,237 |
| Privately issued | $727,000 | 257 |
| Commercial mortgage-backed securities | $5,541,000 | 934 |
| Commercial mortgage pass-through securities | $827,000 | 1,186 |
| Other commercial mortgage-backed securities | $4,714,000 | 633 |
| Held to maturity securities (book value) | $7,101,000 | 831 |
| Available-for-sale securities (fair market value) | $35,612,000 | 2,435 |
| Total debt securities | $42,712,000 | 2,336 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $2,441,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $46,245,000 | 2,214 |
| U.S. Government securities | $27,361,000 | 2,180 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $27,361,000 | 2,069 |
| Securities issued by states & political subdivisions | $15,070,000 | 1,855 |
| Other domestic debt securities | $3,814,000 | 1,015 |
| Privately issued residential mortgage-backed securities | $759,000 | 424 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,055,000 | 768 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,687,000 | 2,902 |
| Mortgage-backed securities | $26,428,000 | 1,647 |
| Certificates of participation in pools of residential mortgages | $10,360,000 | 1,951 |
| Issued or guaranteed by U.S. | $10,360,000 | 1,895 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $9,674,000 | 1,192 |
| CMOs issued by government agencies or sponsored agencies | $8,915,000 | 1,210 |
| Privately issued | $759,000 | 243 |
| Commercial mortgage-backed securities | $6,394,000 | 865 |
| Commercial mortgage pass-through securities | $1,015,000 | 1,102 |
| Other commercial mortgage-backed securities | $5,379,000 | 572 |
| Held to maturity securities (book value) | $7,612,000 | 849 |
| Available-for-sale securities (fair market value) | $38,633,000 | 2,322 |
| Total debt securities | $46,243,000 | 2,197 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $3,200,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $48,149,000 | 2,197 |
| U.S. Government securities | $28,731,000 | 2,167 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $28,731,000 | 2,056 |
| Securities issued by states & political subdivisions | $15,541,000 | 1,856 |
| Other domestic debt securities | $3,877,000 | 995 |
| Privately issued residential mortgage-backed securities | $785,000 | 388 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $3,092,000 | 761 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,195,000 | 2,293 |
| Mortgage-backed securities | $27,825,000 | 1,575 |
| Certificates of participation in pools of residential mortgages | $11,018,000 | 1,883 |
| Issued or guaranteed by U.S. | $11,018,000 | 1,848 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $10,100,000 | 1,171 |
| CMOs issued by government agencies or sponsored agencies | $9,315,000 | 1,186 |
| Privately issued | $785,000 | 252 |
| Commercial mortgage-backed securities | $6,707,000 | 832 |
| Commercial mortgage pass-through securities | $1,134,000 | 1,046 |
| Other commercial mortgage-backed securities | $5,573,000 | 540 |
| Held to maturity securities (book value) | $7,781,000 | 865 |
| Available-for-sale securities (fair market value) | $40,368,000 | 2,284 |
| Total debt securities | $48,150,000 | 2,179 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $3,682,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $47,757,000 | 2,250 |
| U.S. Government securities | $28,163,000 | 2,215 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $28,163,000 | 2,091 |
| Securities issued by states & political subdivisions | $15,723,000 | 1,901 |
| Other domestic debt securities | $3,871,000 | 999 |
| Privately issued residential mortgage-backed securities | $808,000 | 394 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,063,000 | 758 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,118,000 | 2,259 |
| Mortgage-backed securities | $27,280,000 | 1,586 |
| Certificates of participation in pools of residential mortgages | $9,599,000 | 2,024 |
| Issued or guaranteed by U.S. | $9,599,000 | 1,979 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,435,000 | 1,140 |
| CMOs issued by government agencies or sponsored agencies | $9,627,000 | 1,161 |
| Privately issued | $808,000 | 259 |
| Commercial mortgage-backed securities | $7,246,000 | 751 |
| Commercial mortgage pass-through securities | $1,246,000 | 1,011 |
| Other commercial mortgage-backed securities | $6,000,000 | 481 |
| Held to maturity securities (book value) | $8,205,000 | 863 |
| Available-for-sale securities (fair market value) | $39,552,000 | 2,355 |
| Total debt securities | $47,757,000 | 2,229 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $3,672,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $50,142,000 | 2,182 |
| U.S. Government securities | $29,707,000 | 2,153 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $29,707,000 | 2,036 |
| Securities issued by states & political subdivisions | $16,520,000 | 1,880 |
| Other domestic debt securities | $3,915,000 | 955 |
| Privately issued residential mortgage-backed securities | $832,000 | 365 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,083,000 | 758 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,669,000 | 2,319 |
| Mortgage-backed securities | $28,849,000 | 1,536 |
| Certificates of participation in pools of residential mortgages | $10,439,000 | 1,953 |
| Issued or guaranteed by U.S. | $10,439,000 | 1,925 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $10,751,000 | 1,123 |
| CMOs issued by government agencies or sponsored agencies | $9,919,000 | 1,138 |
| Privately issued | $832,000 | 257 |
| Commercial mortgage-backed securities | $7,659,000 | 718 |
| Commercial mortgage pass-through securities | $1,360,000 | 989 |
| Other commercial mortgage-backed securities | $6,299,000 | 466 |
| Held to maturity securities (book value) | $8,907,000 | 879 |
| Available-for-sale securities (fair market value) | $41,235,000 | 2,328 |
| Total debt securities | $50,141,000 | 2,161 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $3,646,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $51,795,000 | 2,141 |
| U.S. Government securities | $30,835,000 | 2,136 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $30,835,000 | 2,021 |
| Securities issued by states & political subdivisions | $17,100,000 | 1,865 |
| Other domestic debt securities | $3,860,000 | 934 |
| Privately issued residential mortgage-backed securities | $856,000 | 308 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $3,004,000 | 780 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,799,000 | 2,892 |
| Mortgage-backed securities | $27,999,000 | 1,573 |
| Certificates of participation in pools of residential mortgages | $10,903,000 | 1,941 |
| Issued or guaranteed by U.S. | $10,903,000 | 1,927 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $8,944,000 | 1,214 |
| CMOs issued by government agencies or sponsored agencies | $8,088,000 | 1,232 |
| Privately issued | $856,000 | 252 |
| Commercial mortgage-backed securities | $8,152,000 | 685 |
| Commercial mortgage pass-through securities | $1,398,000 | 960 |
| Other commercial mortgage-backed securities | $6,754,000 | 451 |
| Held to maturity securities (book value) | $11,764,000 | 804 |
| Available-for-sale securities (fair market value) | $40,031,000 | 2,368 |
| Total debt securities | $51,795,000 | 2,125 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $3,681,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $52,858,000 | 2,153 |
| U.S. Government securities | $31,729,000 | 2,085 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $31,729,000 | 1,976 |
| Securities issued by states & political subdivisions | $17,194,000 | 1,903 |
| Other domestic debt securities | $3,935,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $878,000 | 510 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $3,057,000 | 761 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,593,000 | 1,432 |
| Mortgage-backed securities | $28,913,000 | 1,564 |
| Certificates of participation in pools of residential mortgages | $11,233,000 | 1,960 |
| Issued or guaranteed by U.S. | $11,233,000 | 1,879 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $9,386,000 | 1,190 |
| CMOs issued by government agencies or sponsored agencies | $8,508,000 | 1,211 |
| Privately issued | $878,000 | 258 |
| Commercial mortgage-backed securities | $8,294,000 | 671 |
| Commercial mortgage pass-through securities | $1,415,000 | 929 |
| Other commercial mortgage-backed securities | $6,879,000 | 437 |
| Held to maturity securities (book value) | $11,946,000 | 807 |
| Available-for-sale securities (fair market value) | $40,912,000 | 2,375 |
| Total debt securities | $52,858,000 | 2,133 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $3,691,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $54,527,000 | 2,134 |
| U.S. Government securities | $33,414,000 | 2,058 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $33,414,000 | 1,953 |
| Securities issued by states & political subdivisions | $17,128,000 | 1,963 |
| Other domestic debt securities | $3,985,000 | 923 |
| Privately issued residential mortgage-backed securities | $907,000 | 284 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $3,078,000 | 777 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,810,000 | 1,509 |
| Mortgage-backed securities | $29,119,000 | 1,540 |
| Certificates of participation in pools of residential mortgages | $12,111,000 | 1,918 |
| Issued or guaranteed by U.S. | $12,111,000 | 1,916 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,056,000 | 1,137 |
| CMOs issued by government agencies or sponsored agencies | $9,149,000 | 1,153 |
| Privately issued | $907,000 | 266 |
| Commercial mortgage-backed securities | $6,952,000 | 640 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $6,952,000 | 415 |
| Held to maturity securities (book value) | $12,310,000 | 813 |
| Available-for-sale securities (fair market value) | $42,217,000 | 2,350 |
| Total debt securities | $54,522,000 | 2,112 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $3,729,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $49,059,000 | 2,324 |
| U.S. Government securities | $27,902,000 | 2,329 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $27,902,000 | 2,231 |
| Securities issued by states & political subdivisions | $17,927,000 | 1,956 |
| Other domestic debt securities | $3,230,000 | 987 |
| Privately issued residential mortgage-backed securities | $944,000 | 282 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $2,286,000 | 894 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,299,000 | 2,121 |
| Mortgage-backed securities | $22,565,000 | 1,807 |
| Certificates of participation in pools of residential mortgages | $12,905,000 | 1,881 |
| Issued or guaranteed by U.S. | $12,905,000 | 1,880 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $7,025,000 | 1,336 |
| CMOs issued by government agencies or sponsored agencies | $6,081,000 | 1,381 |
| Privately issued | $944,000 | 265 |
| Commercial mortgage-backed securities | $2,635,000 | 934 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $2,635,000 | 585 |
| Held to maturity securities (book value) | $14,144,000 | 776 |
| Available-for-sale securities (fair market value) | $34,915,000 | 2,648 |
| Total debt securities | $49,060,000 | 2,302 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $3,777,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $47,778,000 | 2,406 |
| U.S. Government securities | $27,699,000 | 2,366 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $27,699,000 | 2,270 |
| Securities issued by states & political subdivisions | $17,823,000 | 1,984 |
| Other domestic debt securities | $2,256,000 | 1,168 |
| Privately issued residential mortgage-backed securities | $973,000 | 285 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,283,000 | 1,163 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,986,000 | 2,066 |
| Mortgage-backed securities | $22,367,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $14,111,000 | 1,821 |
| Issued or guaranteed by U.S. | $14,111,000 | 1,820 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,595,000 | 1,475 |
| CMOs issued by government agencies or sponsored agencies | $4,622,000 | 1,565 |
| Privately issued | $973,000 | 269 |
| Commercial mortgage-backed securities | $2,661,000 | 923 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $2,661,000 | 566 |
| Held to maturity securities (book value) | $14,710,000 | 799 |
| Available-for-sale securities (fair market value) | $33,068,000 | 2,772 |
| Total debt securities | $47,780,000 | 2,385 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $3,797,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $48,131,000 | 2,430 |
| U.S. Government securities | $29,364,000 | 2,335 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $29,364,000 | 2,233 |
| Securities issued by states & political subdivisions | $17,509,000 | 2,034 |
| Other domestic debt securities | $1,258,000 | 1,431 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,258,000 | 1,186 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,617,000 | 1,986 |
| Mortgage-backed securities | $23,033,000 | 1,839 |
| Certificates of participation in pools of residential mortgages | $14,847,000 | 1,801 |
| Issued or guaranteed by U.S. | $14,847,000 | 1,800 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,506,000 | 1,519 |
| CMOs issued by government agencies or sponsored agencies | $5,506,000 | 1,467 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,680,000 | 891 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $2,680,000 | 551 |
| Held to maturity securities (book value) | $15,068,000 | 802 |
| Available-for-sale securities (fair market value) | $33,063,000 | 2,807 |
| Total debt securities | $48,131,000 | 2,410 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $3,809,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $49,474,000 | 2,409 |
| U.S. Government securities | $30,819,000 | 2,265 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $30,819,000 | 2,166 |
| Securities issued by states & political subdivisions | $17,406,000 | 2,045 |
| Other domestic debt securities | $1,249,000 | 1,478 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,249,000 | 1,202 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,588,000 | 1,940 |
| Mortgage-backed securities | $24,446,000 | 1,795 |
| Certificates of participation in pools of residential mortgages | $15,630,000 | 1,794 |
| Issued or guaranteed by U.S. | $15,630,000 | 1,794 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,129,000 | 1,446 |
| CMOs issued by government agencies or sponsored agencies | $6,129,000 | 1,387 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $2,687,000 | 861 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $2,687,000 | 533 |
| Held to maturity securities (book value) | $15,459,000 | 811 |
| Available-for-sale securities (fair market value) | $34,015,000 | 2,783 |
| Total debt securities | $49,472,000 | 2,389 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $3,813,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $50,099,000 | 2,365 |
| U.S. Government securities | $31,786,000 | 2,214 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $31,786,000 | 2,116 |
| Securities issued by states & political subdivisions | $17,058,000 | 2,082 |
| Other domestic debt securities | $1,255,000 | 1,475 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,255,000 | 1,197 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,822,000 | 1,860 |
| Mortgage-backed securities | $25,397,000 | 1,765 |
| Certificates of participation in pools of residential mortgages | $16,153,000 | 1,766 |
| Issued or guaranteed by U.S. | $16,153,000 | 1,765 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,550,000 | 1,386 |
| CMOs issued by government agencies or sponsored agencies | $6,550,000 | 1,322 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $2,694,000 | 830 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $2,694,000 | 521 |
| Held to maturity securities (book value) | $16,001,000 | 797 |
| Available-for-sale securities (fair market value) | $34,098,000 | 2,759 |
| Total debt securities | $50,099,000 | 2,345 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $3,832,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $51,175,000 | 2,318 |
| U.S. Government securities | $33,357,000 | 2,136 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $33,357,000 | 2,052 |
| Securities issued by states & political subdivisions | $17,818,000 | 2,040 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,294,000 | 2,362 |
| Mortgage-backed securities | $26,890,000 | 1,726 |
| Certificates of participation in pools of residential mortgages | $16,912,000 | 1,715 |
| Issued or guaranteed by U.S. | $16,912,000 | 1,715 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,238,000 | 1,331 |
| CMOs issued by government agencies or sponsored agencies | $7,238,000 | 1,271 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $2,740,000 | 790 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $2,740,000 | 508 |
| Held to maturity securities (book value) | $16,746,000 | 783 |
| Available-for-sale securities (fair market value) | $34,429,000 | 2,728 |
| Total debt securities | $51,176,000 | 2,291 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $3,909,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $37,906,000 | 2,857 |
| U.S. Government securities | $27,949,000 | 2,468 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $27,949,000 | 2,367 |
| Securities issued by states & political subdivisions | $9,957,000 | 2,810 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,397,000 | 2,468 |
| Mortgage-backed securities | $15,975,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $8,623,000 | 2,482 |
| Issued or guaranteed by U.S. | $8,623,000 | 2,477 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,352,000 | 1,366 |
| CMOs issued by government agencies or sponsored agencies | $7,352,000 | 1,299 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $22,937,000 | 695 |
| Available-for-sale securities (fair market value) | $14,969,000 | 3,987 |
| Total debt securities | $37,901,000 | 2,836 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $43,558,000 | 2,671 |
| U.S. Government securities | $32,943,000 | 2,273 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $32,943,000 | 2,186 |
| Securities issued by states & political subdivisions | $10,615,000 | 2,709 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,364,000 | 2,144 |
| Mortgage-backed securities | $17,350,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $8,320,000 | 2,530 |
| Issued or guaranteed by U.S. | $8,320,000 | 2,528 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,034,000 | 1,321 |
| CMOs issued by government agencies or sponsored agencies | $8,034,000 | 1,257 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $996,000 | 989 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $996,000 | 658 |
| Held to maturity securities (book value) | $28,281,000 | 620 |
| Available-for-sale securities (fair market value) | $15,277,000 | 4,001 |
| Total debt securities | $43,558,000 | 2,652 |
| Structured notes | ||
| Amortized cost | $950,000 | 1,023 |
| Fair value | $984,000 | 1,019 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $46,590,000 | 2,591 |
| U.S. Government securities | $35,065,000 | 2,211 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $35,065,000 | 2,129 |
| Securities issued by states & political subdivisions | $11,525,000 | 2,632 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,461,000 | 2,067 |
| Mortgage-backed securities | $18,996,000 | 2,134 |
| Certificates of participation in pools of residential mortgages | $8,635,000 | 2,495 |
| Issued or guaranteed by U.S. | $8,635,000 | 2,492 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,382,000 | 1,214 |
| CMOs issued by government agencies or sponsored agencies | $9,382,000 | 1,155 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $979,000 | 949 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $979,000 | 613 |
| Held to maturity securities (book value) | $30,412,000 | 604 |
| Available-for-sale securities (fair market value) | $16,178,000 | 3,980 |
| Total debt securities | $46,590,000 | 2,571 |
| Structured notes | ||
| Amortized cost | $947,000 | 1,136 |
| Fair value | $943,000 | 1,138 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $48,775,000 | 2,531 |
| U.S. Government securities | $36,864,000 | 2,155 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $36,864,000 | 2,076 |
| Securities issued by states & political subdivisions | $11,911,000 | 2,589 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,467,000 | 2,019 |
| Mortgage-backed securities | $19,781,000 | 2,107 |
| Certificates of participation in pools of residential mortgages | $7,969,000 | 2,621 |
| Issued or guaranteed by U.S. | $7,969,000 | 2,618 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $10,810,000 | 1,132 |
| CMOs issued by government agencies or sponsored agencies | $10,810,000 | 1,080 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,002,000 | 895 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $1,002,000 | 577 |
| Held to maturity securities (book value) | $32,662,000 | 581 |
| Available-for-sale securities (fair market value) | $16,113,000 | 4,058 |
| Total debt securities | $48,775,000 | 2,509 |
| Structured notes | ||
| Amortized cost | $944,000 | 1,283 |
| Fair value | $952,000 | 1,281 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $50,535,000 | 2,513 |
| U.S. Government securities | $39,130,000 | 2,138 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $39,130,000 | 2,055 |
| Securities issued by states & political subdivisions | $11,405,000 | 2,666 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,529,000 | 1,940 |
| Mortgage-backed securities | $22,052,000 | 2,039 |
| Certificates of participation in pools of residential mortgages | $8,422,000 | 2,627 |
| Issued or guaranteed by U.S. | $8,422,000 | 2,623 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,638,000 | 1,093 |
| CMOs issued by government agencies or sponsored agencies | $12,638,000 | 1,046 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $992,000 | 864 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $992,000 | 553 |
| Held to maturity securities (book value) | $33,910,000 | 576 |
| Available-for-sale securities (fair market value) | $16,625,000 | 4,098 |
| Total debt securities | $50,535,000 | 2,490 |
| Structured notes | ||
| Amortized cost | $942,000 | 1,432 |
| Fair value | $928,000 | 1,435 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $52,822,000 | 2,455 |
| U.S. Government securities | $43,220,000 | 2,022 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $43,220,000 | 1,944 |
| Securities issued by states & political subdivisions | $9,602,000 | 2,896 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,872,000 | 1,887 |
| Mortgage-backed securities | $16,154,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $6,153,000 | 3,017 |
| Issued or guaranteed by U.S. | $6,153,000 | 3,014 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $10,001,000 | 1,292 |
| CMOs issued by government agencies or sponsored agencies | $10,001,000 | 1,230 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $36,189,000 | 543 |
| Available-for-sale securities (fair market value) | $16,633,000 | 4,139 |
| Total debt securities | $52,821,000 | 2,431 |
| Structured notes | ||
| Amortized cost | $1,875,000 | 1,117 |
| Fair value | $1,965,000 | 1,101 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $54,892,000 | 2,416 |
| U.S. Government securities | $44,701,000 | 1,990 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $44,701,000 | 1,912 |
| Securities issued by states & political subdivisions | $10,191,000 | 2,810 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,724,000 | 1,838 |
| Mortgage-backed securities | $17,753,000 | 2,357 |
| Certificates of participation in pools of residential mortgages | $6,616,000 | 3,005 |
| Issued or guaranteed by U.S. | $6,616,000 | 3,004 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,137,000 | 1,244 |
| CMOs issued by government agencies or sponsored agencies | $11,137,000 | 1,187 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $37,782,000 | 527 |
| Available-for-sale securities (fair market value) | $17,110,000 | 4,165 |
| Total debt securities | $54,891,000 | 2,398 |
| Structured notes | ||
| Amortized cost | $1,870,000 | 1,192 |
| Fair value | $1,931,000 | 1,174 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $56,883,000 | 2,402 |
| U.S. Government securities | $46,678,000 | 1,958 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $46,678,000 | 1,882 |
| Securities issued by states & political subdivisions | $10,205,000 | 2,848 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,994,000 | 1,878 |
| Mortgage-backed securities | $18,427,000 | 2,388 |
| Certificates of participation in pools of residential mortgages | $7,129,000 | 2,997 |
| Issued or guaranteed by U.S. | $7,129,000 | 2,995 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $11,298,000 | 1,249 |
| CMOs issued by government agencies or sponsored agencies | $11,298,000 | 1,189 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $39,797,000 | 513 |
| Available-for-sale securities (fair market value) | $17,086,000 | 4,239 |
| Total debt securities | $56,884,000 | 2,379 |
| Structured notes | ||
| Amortized cost | $1,866,000 | 1,295 |
| Fair value | $1,865,000 | 1,287 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $57,883,000 | 2,375 |
| U.S. Government securities | $47,664,000 | 1,945 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $47,664,000 | 1,877 |
| Securities issued by states & political subdivisions | $10,219,000 | 2,861 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,637,000 | 1,721 |
| Mortgage-backed securities | $20,357,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $7,683,000 | 2,976 |
| Issued or guaranteed by U.S. | $7,683,000 | 2,976 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,674,000 | 1,194 |
| CMOs issued by government agencies or sponsored agencies | $12,674,000 | 1,134 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $40,025,000 | 506 |
| Available-for-sale securities (fair market value) | $17,858,000 | 4,218 |
| Total debt securities | $57,881,000 | 2,356 |
| Structured notes | ||
| Amortized cost | $931,000 | 1,749 |
| Fair value | $948,000 | 1,727 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $57,630,000 | 2,398 |
| U.S. Government securities | $46,914,000 | 2,009 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $46,914,000 | 1,947 |
| Securities issued by states & political subdivisions | $10,716,000 | 2,789 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,480,000 | 1,355 |
| Mortgage-backed securities | $22,385,000 | 2,189 |
| Certificates of participation in pools of residential mortgages | $8,317,000 | 2,901 |
| Issued or guaranteed by U.S. | $8,317,000 | 2,901 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $14,068,000 | 1,128 |
| CMOs issued by government agencies or sponsored agencies | $14,068,000 | 1,074 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $39,699,000 | 492 |
| Available-for-sale securities (fair market value) | $17,931,000 | 4,266 |
| Total debt securities | $57,629,000 | 2,382 |
| Structured notes | ||
| Amortized cost | $929,000 | 1,783 |
| Fair value | $914,000 | 1,775 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $56,606,000 | 2,424 |
| U.S. Government securities | $44,304,000 | 2,074 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $44,304,000 | 2,009 |
| Securities issued by states & political subdivisions | $12,302,000 | 2,576 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,630,000 | 1,308 |
| Mortgage-backed securities | $22,064,000 | 2,211 |
| Certificates of participation in pools of residential mortgages | $8,977,000 | 2,804 |
| Issued or guaranteed by U.S. | $8,977,000 | 2,803 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $13,087,000 | 1,177 |
| CMOs issued by government agencies or sponsored agencies | $13,087,000 | 1,115 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $41,289,000 | 470 |
| Available-for-sale securities (fair market value) | $15,317,000 | 4,505 |
| Total debt securities | $56,606,000 | 2,400 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $56,709,000 | 2,440 |
| U.S. Government securities | $43,889,000 | 2,117 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $43,889,000 | 2,060 |
| Securities issued by states & political subdivisions | $12,570,000 | 2,532 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $250,000 | 277 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,580,000 | 1,318 |
| Mortgage-backed securities | $22,024,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $8,687,000 | 2,844 |
| Issued or guaranteed by U.S. | $8,687,000 | 2,841 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $13,337,000 | 1,184 |
| CMOs issued by government agencies or sponsored agencies | $13,337,000 | 1,119 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $41,847,000 | 448 |
| Available-for-sale securities (fair market value) | $14,862,000 | 4,603 |
| Total debt securities | $56,708,000 | 2,418 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $55,887,000 | 2,467 |
| U.S. Government securities | $43,925,000 | 2,074 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $43,925,000 | 2,017 |
| Securities issued by states & political subdivisions | $11,712,000 | 2,643 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $250,000 | 268 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,439,000 | 1,242 |
| Mortgage-backed securities | $21,889,000 | 2,245 |
| Certificates of participation in pools of residential mortgages | $8,640,000 | 2,817 |
| Issued or guaranteed by U.S. | $8,640,000 | 2,815 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,249,000 | 1,207 |
| CMOs issued by government agencies or sponsored agencies | $13,249,000 | 1,133 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $39,587,000 | 441 |
| Available-for-sale securities (fair market value) | $16,300,000 | 4,478 |
| Total debt securities | $55,887,000 | 2,443 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $55,496,000 | 2,489 |
| U.S. Government securities | $44,121,000 | 2,097 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $44,121,000 | 2,042 |
| Securities issued by states & political subdivisions | $11,125,000 | 2,703 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $250,000 | 273 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,601,000 | 1,349 |
| Mortgage-backed securities | $22,871,000 | 2,232 |
| Certificates of participation in pools of residential mortgages | $9,729,000 | 2,705 |
| Issued or guaranteed by U.S. | $9,729,000 | 2,704 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,142,000 | 1,257 |
| CMOs issued by government agencies or sponsored agencies | $13,142,000 | 1,181 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $39,581,000 | 415 |
| Available-for-sale securities (fair market value) | $15,915,000 | 4,537 |
| Total debt securities | $55,497,000 | 2,462 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $57,418,000 | 2,369 |
| U.S. Government securities | $45,808,000 | 2,008 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $45,808,000 | 1,948 |
| Securities issued by states & political subdivisions | $11,360,000 | 2,657 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $250,000 | 270 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,633,000 | 1,373 |
| Mortgage-backed securities | $26,020,000 | 2,061 |
| Certificates of participation in pools of residential mortgages | $10,894,000 | 2,541 |
| Issued or guaranteed by U.S. | $10,894,000 | 2,540 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $15,126,000 | 1,187 |
| CMOs issued by government agencies or sponsored agencies | $15,126,000 | 1,115 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $37,642,000 | 425 |
| Available-for-sale securities (fair market value) | $19,776,000 | 4,143 |
| Total debt securities | $57,418,000 | 2,345 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $57,493,000 | 2,388 |
| U.S. Government securities | $45,870,000 | 2,041 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $45,870,000 | 1,992 |
| Securities issued by states & political subdivisions | $11,373,000 | 2,604 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $250,000 | 256 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,743,000 | 1,429 |
| Mortgage-backed securities | $28,453,000 | 2,052 |
| Certificates of participation in pools of residential mortgages | $12,328,000 | 2,526 |
| Issued or guaranteed by U.S. | $12,328,000 | 2,525 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $16,125,000 | 1,214 |
| CMOs issued by government agencies or sponsored agencies | $16,125,000 | 1,135 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $39,115,000 | 415 |
| Available-for-sale securities (fair market value) | $18,378,000 | 4,331 |
| Total debt securities | $57,494,000 | 2,366 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $55,489,000 | 2,461 |
| U.S. Government securities | $44,115,000 | 2,111 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $44,115,000 | 2,062 |
| Securities issued by states & political subdivisions | $11,124,000 | 2,590 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $250,000 | 249 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,859,000 | 1,288 |
| Mortgage-backed securities | $31,369,000 | 1,944 |
| Certificates of participation in pools of residential mortgages | $12,523,000 | 2,521 |
| Issued or guaranteed by U.S. | $12,523,000 | 2,518 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $18,846,000 | 1,118 |
| CMOs issued by government agencies or sponsored agencies | $18,846,000 | 1,035 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $40,416,000 | 405 |
| Available-for-sale securities (fair market value) | $15,073,000 | 4,681 |
| Total debt securities | $55,489,000 | 2,441 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $58,558,000 | 2,364 |
| U.S. Government securities | $47,986,000 | 2,026 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $47,986,000 | 1,982 |
| Securities issued by states & political subdivisions | $10,322,000 | 2,616 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $250,000 | 182 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,239,000 | 1,153 |
| Mortgage-backed securities | $36,133,000 | 1,768 |
| Certificates of participation in pools of residential mortgages | $13,890,000 | 2,375 |
| Issued or guaranteed by U.S. | $13,890,000 | 2,371 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $22,243,000 | 1,014 |
| CMOs issued by government agencies or sponsored agencies | $22,243,000 | 943 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $41,938,000 | 399 |
| Available-for-sale securities (fair market value) | $16,620,000 | 4,551 |
| Total debt securities | $58,557,000 | 2,345 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $60,084,000 | 2,258 |
| U.S. Government securities | $49,508,000 | 1,905 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $49,508,000 | 1,850 |
| Securities issued by states & political subdivisions | $10,326,000 | 2,585 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $250,000 | 132 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,761,000 | 1,049 |
| Mortgage-backed securities | $31,961,000 | 1,853 |
| Certificates of participation in pools of residential mortgages | $15,217,000 | 2,157 |
| Issued or guaranteed by U.S. | $15,217,000 | 2,152 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $16,744,000 | 1,195 |
| CMOs issued by government agencies or sponsored agencies | $16,744,000 | 1,064 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $44,349,000 | 388 |
| Available-for-sale securities (fair market value) | $15,735,000 | 4,583 |
| Total debt securities | $60,085,000 | 2,239 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $1,015,000 | 2,147 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $61,785,000 | 2,134 |
| U.S. Government securities | $51,679,000 | 1,789 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $51,679,000 | 1,742 |
| Securities issued by states & political subdivisions | $9,856,000 | 2,598 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $250,000 | 132 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,115,000 | 1,073 |
| Mortgage-backed securities | $35,177,000 | 1,668 |
| Certificates of participation in pools of residential mortgages | $16,638,000 | 1,984 |
| Issued or guaranteed by U.S. | $16,638,000 | 1,979 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $18,539,000 | 1,118 |
| CMOs issued by government agencies or sponsored agencies | $18,539,000 | 988 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $43,385,000 | 377 |
| Available-for-sale securities (fair market value) | $18,400,000 | 4,286 |
| Total debt securities | $61,784,000 | 2,113 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,239 |
| Fair value | $1,022,000 | 2,223 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $62,541,000 | 2,116 |
| U.S. Government securities | $52,692,000 | 1,777 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $52,692,000 | 1,728 |
| Securities issued by states & political subdivisions | $9,599,000 | 2,577 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $250,000 | 123 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,948,000 | 1,008 |
| Mortgage-backed securities | $35,743,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | $17,947,000 | 1,816 |
| Issued or guaranteed by U.S. | $17,947,000 | 1,814 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $17,796,000 | 1,126 |
| CMOs issued by government agencies or sponsored agencies | $17,796,000 | 979 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $44,242,000 | 364 |
| Available-for-sale securities (fair market value) | $18,299,000 | 4,354 |
| Total debt securities | $62,541,000 | 2,093 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,953 |
| Fair value | $2,037,000 | 1,940 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $61,552,000 | 2,139 |
| U.S. Government securities | $51,950,000 | 1,804 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $51,950,000 | 1,753 |
| Securities issued by states & political subdivisions | $9,352,000 | 2,577 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $250,000 | 117 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,434,000 | 1,003 |
| Mortgage-backed securities | $38,150,000 | 1,494 |
| Certificates of participation in pools of residential mortgages | $19,286,000 | 1,676 |
| Issued or guaranteed by U.S. | $19,286,000 | 1,672 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $18,864,000 | 1,065 |
| CMOs issued by government agencies or sponsored agencies | $18,864,000 | 908 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $45,985,000 | 360 |
| Available-for-sale securities (fair market value) | $15,567,000 | 4,644 |
| Total debt securities | $61,550,000 | 2,119 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,986 |
| Fair value | $2,039,000 | 1,969 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $56,587,000 | 2,195 |
| U.S. Government securities | $46,864,000 | 1,867 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $46,864,000 | 1,803 |
| Securities issued by states & political subdivisions | $9,473,000 | 2,534 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $250,000 | 110 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,118,000 | 1,061 |
| Mortgage-backed securities | $35,029,000 | 1,540 |
| Certificates of participation in pools of residential mortgages | $21,174,000 | 1,492 |
| Issued or guaranteed by U.S. | $21,174,000 | 1,486 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,855,000 | 1,236 |
| CMOs issued by government agencies or sponsored agencies | $13,855,000 | 1,060 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $46,388,000 | 339 |
| Available-for-sale securities (fair market value) | $10,199,000 | 5,231 |
| Total debt securities | $56,587,000 | 2,170 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,852 |
| Fair value | $2,046,000 | 1,829 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $55,865,000 | 2,177 |
| U.S. Government securities | $46,794,000 | 1,844 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $46,794,000 | 1,771 |
| Securities issued by states & political subdivisions | $8,821,000 | 2,568 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $250,000 | 107 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,047,000 | 1,112 |
| Mortgage-backed securities | $35,863,000 | 1,509 |
| Certificates of participation in pools of residential mortgages | $22,408,000 | 1,405 |
| Issued or guaranteed by U.S. | $22,408,000 | 1,401 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,455,000 | 1,253 |
| CMOs issued by government agencies or sponsored agencies | $13,455,000 | 1,078 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $44,915,000 | 356 |
| Available-for-sale securities (fair market value) | $10,950,000 | 5,081 |
| Total debt securities | $55,864,000 | 2,146 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,542 |
| Fair value | $3,058,000 | 1,533 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $58,272,000 | 2,090 |
| U.S. Government securities | $49,107,000 | 1,782 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $49,107,000 | 1,720 |
| Securities issued by states & political subdivisions | $8,915,000 | 2,424 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $250,000 | 105 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,356,000 | 1,076 |
| Mortgage-backed securities | $37,660,000 | 1,404 |
| Certificates of participation in pools of residential mortgages | $24,733,000 | 1,296 |
| Issued or guaranteed by U.S. | $24,733,000 | 1,291 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $12,927,000 | 1,224 |
| CMOs issued by government agencies or sponsored agencies | $12,927,000 | 1,036 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $46,261,000 | 371 |
| Available-for-sale securities (fair market value) | $12,011,000 | 4,953 |
| Total debt securities | $58,272,000 | 2,069 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,498 |
| Fair value | $3,559,000 | 1,498 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $59,926,000 | 2,061 |
| U.S. Government securities | $51,361,000 | 1,740 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $51,361,000 | 1,684 |
| Securities issued by states & political subdivisions | $8,315,000 | 2,516 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $250,000 | 110 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,356,000 | 1,044 |
| Mortgage-backed securities | $37,052,000 | 1,475 |
| Certificates of participation in pools of residential mortgages | $26,732,000 | 1,303 |
| Issued or guaranteed by U.S. | $26,732,000 | 1,298 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $10,320,000 | 1,349 |
| CMOs issued by government agencies or sponsored agencies | $10,320,000 | 1,139 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $47,641,000 | 364 |
| Available-for-sale securities (fair market value) | $12,285,000 | 4,960 |
| Total debt securities | $59,926,000 | 2,035 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 1,077 |
| Fair value | $4,477,000 | 1,097 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $62,710,000 | 1,967 |
| U.S. Government securities | $53,526,000 | 1,643 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $53,526,000 | 1,597 |
| Securities issued by states & political subdivisions | $8,934,000 | 2,404 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $250,000 | 106 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,527,000 | 1,057 |
| Mortgage-backed securities | $38,348,000 | 1,469 |
| Certificates of participation in pools of residential mortgages | $27,881,000 | 1,313 |
| Issued or guaranteed by U.S. | $27,881,000 | 1,306 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $10,467,000 | 1,334 |
| CMOs issued by government agencies or sponsored agencies | $10,467,000 | 1,106 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $49,890,000 | 349 |
| Available-for-sale securities (fair market value) | $12,820,000 | 4,868 |
| Total debt securities | $62,710,000 | 1,947 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 777 |
| Fair value | $4,892,000 | 831 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $60,909,000 | 2,041 |
| U.S. Government securities | $51,629,000 | 1,669 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $51,629,000 | 1,621 |
| Securities issued by states & political subdivisions | $9,030,000 | 2,413 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $250,000 | 110 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,222,000 | 1,048 |
| Mortgage-backed securities | $38,277,000 | 1,498 |
| Certificates of participation in pools of residential mortgages | $28,713,000 | 1,317 |
| Issued or guaranteed by U.S. | $28,713,000 | 1,308 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $9,564,000 | 1,401 |
| CMOs issued by government agencies or sponsored agencies | $9,564,000 | 1,148 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $56,850,000 | 318 |
| Available-for-sale securities (fair market value) | $4,059,000 | 6,443 |
| Total debt securities | $60,910,000 | 2,010 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $2,019,000 | 1,087 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $58,736,000 | 2,046 |
| U.S. Government securities | $49,445,000 | 1,685 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $49,445,000 | 1,643 |
| Securities issued by states & political subdivisions | $9,041,000 | 2,363 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $250,000 | 112 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,436,000 | 1,082 |
| Mortgage-backed securities | $36,597,000 | 1,568 |
| Certificates of participation in pools of residential mortgages | $27,893,000 | 1,370 |
| Issued or guaranteed by U.S. | $27,893,000 | 1,360 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $8,704,000 | 1,462 |
| CMOs issued by government agencies or sponsored agencies | $8,704,000 | 1,177 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $58,736,000 | 314 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $58,736,000 | 2,026 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $1,004,000 | 1,150 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $58,552,000 | 2,040 |
| U.S. Government securities | $49,772,000 | 1,691 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $49,772,000 | 1,655 |
| Securities issued by states & political subdivisions | $8,530,000 | 2,369 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $250,000 | 107 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,748,000 | 1,091 |
| Mortgage-backed securities | $36,462,000 | 1,581 |
| Certificates of participation in pools of residential mortgages | $29,649,000 | 1,345 |
| Issued or guaranteed by U.S. | $29,649,000 | 1,334 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,813,000 | 1,627 |
| CMOs issued by government agencies or sponsored agencies | $6,813,000 | 1,303 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $58,552,000 | 324 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $58,552,000 | 2,018 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $1,003,000 | 931 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $56,857,000 | 2,073 |
| U.S. Government securities | $47,999,000 | 1,762 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $47,999,000 | 1,735 |
| Securities issued by states & political subdivisions | $8,608,000 | 2,324 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $250,000 | 101 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,673,000 | 1,140 |
| Mortgage-backed securities | $33,212,000 | 1,623 |
| Certificates of participation in pools of residential mortgages | $27,403,000 | 1,380 |
| Issued or guaranteed by U.S. | $27,403,000 | 1,371 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $5,809,000 | 1,680 |
| CMOs issued by government agencies or sponsored agencies | $5,809,000 | 1,390 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $56,857,000 | 321 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $56,858,000 | 2,046 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,004,000 | 996 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $57,541,000 | 2,011 |
| U.S. Government securities | $43,137,000 | 1,892 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $43,137,000 | 1,854 |
| Securities issued by states & political subdivisions | $8,313,000 | 2,336 |
| Other domestic debt securities | $5,841,000 | 1,102 |
| Privately issued residential mortgage-backed securities | $5,841,000 | 649 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $250,000 | 107 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,958,000 | 1,125 |
| Mortgage-backed securities | $33,181,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | $27,340,000 | 1,315 |
| Issued or guaranteed by U.S. | $27,340,000 | 1,302 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $5,841,000 | 1,609 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $5,841,000 | 621 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $57,541,000 | 311 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $57,543,000 | 1,987 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $969,000 | 1,059 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $59,023,000 | 2,010 |
| U.S. Government securities | $50,558,000 | 1,646 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $50,558,000 | 1,621 |
| Securities issued by states & political subdivisions | $8,215,000 | 2,380 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $250,000 | 109 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,213,000 | 1,042 |
| Mortgage-backed securities | $32,262,000 | 1,578 |
| Certificates of participation in pools of residential mortgages | $26,259,000 | 1,361 |
| Issued or guaranteed by U.S. | $26,259,000 | 1,349 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $6,003,000 | 1,595 |
| CMOs issued by government agencies or sponsored agencies | $6,003,000 | 1,301 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $59,023,000 | 307 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $59,023,000 | 1,975 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 979 |
| Fair value | $971,000 | 1,117 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $57,219,000 | 2,038 |
| U.S. Government securities | $48,880,000 | 1,697 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $48,880,000 | 1,667 |
| Securities issued by states & political subdivisions | $8,089,000 | 2,408 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $250,000 | 123 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,856,000 | 1,056 |
| Mortgage-backed securities | $28,833,000 | 1,655 |
| Certificates of participation in pools of residential mortgages | $24,531,000 | 1,373 |
| Issued or guaranteed by U.S. | $24,531,000 | 1,364 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,302,000 | 1,810 |
| CMOs issued by government agencies or sponsored agencies | $4,302,000 | 1,508 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $57,219,000 | 300 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $57,219,000 | 1,990 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,057 |
| Fair value | $1,011,000 | 1,095 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $54,682,000 | 2,125 |
| U.S. Government securities | $45,736,000 | 1,795 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $45,736,000 | 1,758 |
| Securities issued by states & political subdivisions | $8,696,000 | 2,287 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $250,000 | 127 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,412,000 | 1,120 |
| Mortgage-backed securities | $20,722,000 | 1,875 |
| Certificates of participation in pools of residential mortgages | $18,124,000 | 1,513 |
| Issued or guaranteed by U.S. | $18,124,000 | 1,505 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,598,000 | 2,055 |
| CMOs issued by government agencies or sponsored agencies | $2,598,000 | 1,755 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,682,000 | 328 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $54,679,000 | 2,080 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $1,000,000 | 1,579 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $54,804,000 | 2,102 |
| U.S. Government securities | $46,066,000 | 1,816 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $46,066,000 | 1,771 |
| Securities issued by states & political subdivisions | $8,488,000 | 2,283 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $250,000 | 130 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,755,000 | 1,093 |
| Mortgage-backed securities | $15,571,000 | 2,119 |
| Certificates of participation in pools of residential mortgages | $13,682,000 | 1,756 |
| Issued or guaranteed by U.S. | $13,682,000 | 1,746 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,889,000 | 2,219 |
| CMOs issued by government agencies or sponsored agencies | $1,889,000 | 1,931 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,804,000 | 343 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $54,803,000 | 2,058 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,213 |
| Fair value | $1,999,000 | 1,236 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $55,029,000 | 2,079 |
| U.S. Government securities | $46,547,000 | 1,826 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $46,547,000 | 1,771 |
| Securities issued by states & political subdivisions | $8,232,000 | 2,325 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $250,000 | 130 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,325,000 | 1,047 |
| Mortgage-backed securities | $15,562,000 | 2,065 |
| Certificates of participation in pools of residential mortgages | $13,294,000 | 1,726 |
| Issued or guaranteed by U.S. | $13,294,000 | 1,720 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,268,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $2,268,000 | 1,796 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $55,029,000 | 344 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $55,027,000 | 2,037 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,275 |
| Fair value | $1,992,000 | 1,291 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $54,265,000 | 2,127 |
| U.S. Government securities | $46,280,000 | 1,856 |
| U.S. Treasury securities | $991,000 | 988 |
| U.S. Government agency obligations | $45,289,000 | 1,837 |
| Securities issued by states & political subdivisions | $7,735,000 | 2,435 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $250,000 | 138 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,065,000 | 1,061 |
| Mortgage-backed securities | $14,284,000 | 2,173 |
| Certificates of participation in pools of residential mortgages | $12,431,000 | 1,809 |
| Issued or guaranteed by U.S. | $12,431,000 | 1,803 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,853,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $1,853,000 | 1,888 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,265,000 | 360 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $54,266,000 | 2,090 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,027 |
| Fair value | $2,982,000 | 1,050 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $56,472,000 | 2,086 |
| U.S. Government securities | $47,812,000 | 1,825 |
| U.S. Treasury securities | $1,474,000 | 865 |
| U.S. Government agency obligations | $46,338,000 | 1,822 |
| Securities issued by states & political subdivisions | $8,410,000 | 2,289 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $250,000 | 137 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,781,000 | 1,042 |
| Mortgage-backed securities | $12,801,000 | 2,312 |
| Certificates of participation in pools of residential mortgages | $11,805,000 | 1,882 |
| Issued or guaranteed by U.S. | $11,805,000 | 1,872 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $996,000 | 2,511 |
| CMOs issued by government agencies or sponsored agencies | $996,000 | 2,243 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $56,472,000 | 361 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $56,470,000 | 2,043 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,098 |
| Fair value | $2,972,000 | 1,127 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $49,863,000 | 2,346 |
| U.S. Government securities | $41,292,000 | 2,098 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $41,292,000 | 2,046 |
| Securities issued by states & political subdivisions | $8,321,000 | 2,304 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $250,000 | 138 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,261,000 | 1,160 |
| Mortgage-backed securities | $10,252,000 | 2,615 |
| Certificates of participation in pools of residential mortgages | $9,218,000 | 2,203 |
| Issued or guaranteed by U.S. | $9,218,000 | 2,187 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,034,000 | 2,446 |
| CMOs issued by government agencies or sponsored agencies | $1,034,000 | 2,173 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $49,863,000 | 432 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $49,863,000 | 2,299 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,191 |
| Fair value | $2,958,000 | 1,226 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $51,349,000 | 2,283 |
| U.S. Government securities | $42,585,000 | 2,052 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $42,585,000 | 1,982 |
| Securities issued by states & political subdivisions | $8,514,000 | 2,242 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $250,000 | 146 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,333,000 | 1,130 |
| Mortgage-backed securities | $8,869,000 | 2,789 |
| Certificates of participation in pools of residential mortgages | $7,736,000 | 2,437 |
| Issued or guaranteed by U.S. | $7,736,000 | 2,426 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,133,000 | 2,400 |
| CMOs issued by government agencies or sponsored agencies | $1,133,000 | 2,126 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $51,349,000 | 437 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $51,348,000 | 2,240 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,004 |
| Fair value | $3,925,000 | 1,012 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $52,386,000 | 2,263 |
| U.S. Government securities | $44,161,000 | 2,016 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $44,161,000 | 1,951 |
| Securities issued by states & political subdivisions | $7,975,000 | 2,345 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $250,000 | 148 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,151,000 | 1,083 |
| Mortgage-backed securities | $9,703,000 | 2,709 |
| Certificates of participation in pools of residential mortgages | $8,170,000 | 2,405 |
| Issued or guaranteed by U.S. | $8,170,000 | 2,394 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,533,000 | 2,243 |
| CMOs issued by government agencies or sponsored agencies | $1,533,000 | 1,976 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $52,386,000 | 431 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $52,387,000 | 2,213 |
| Structured notes | ||
| Amortized cost | $3,400,000 | 1,198 |
| Fair value | $3,931,000 | 1,034 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $53,574,000 | 2,232 |
| U.S. Government securities | $45,009,000 | 1,989 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $45,009,000 | 1,917 |
| Securities issued by states & political subdivisions | $8,315,000 | 2,264 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $250,000 | 143 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,604,000 | 1,069 |
| Mortgage-backed securities | $10,568,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $8,587,000 | 2,356 |
| Issued or guaranteed by U.S. | $8,587,000 | 2,347 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,981,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $1,981,000 | 1,834 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,574,000 | 435 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $53,575,000 | 2,180 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 864 |
| Fair value | $4,930,000 | 874 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $46,694,000 | 2,493 |
| U.S. Government securities | $38,124,000 | 2,277 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $38,124,000 | 2,201 |
| Securities issued by states & political subdivisions | $8,320,000 | 2,238 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $250,000 | 147 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,213,000 | 1,251 |
| Mortgage-backed securities | $11,674,000 | 2,516 |
| Certificates of participation in pools of residential mortgages | $9,109,000 | 2,323 |
| Issued or guaranteed by U.S. | $9,109,000 | 2,313 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,565,000 | 1,926 |
| CMOs issued by government agencies or sponsored agencies | $2,565,000 | 1,688 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,694,000 | 495 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $46,693,000 | 2,442 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 703 |
| Fair value | $5,958,000 | 712 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $46,072,000 | 2,530 |
| U.S. Government securities | $40,162,000 | 2,198 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $40,162,000 | 2,121 |
| Securities issued by states & political subdivisions | $5,660,000 | 2,817 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $250,000 | 148 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,732,000 | 1,135 |
| Mortgage-backed securities | $13,227,000 | 2,415 |
| Certificates of participation in pools of residential mortgages | $9,790,000 | 2,300 |
| Issued or guaranteed by U.S. | $9,790,000 | 2,289 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,437,000 | 1,773 |
| CMOs issued by government agencies or sponsored agencies | $3,437,000 | 1,555 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,072,000 | 498 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $46,071,000 | 2,486 |
| Structured notes | ||
| Amortized cost | $5,999,000 | 715 |
| Fair value | $5,975,000 | 710 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $62,381,000 | 1,980 |
| U.S. Government securities | $56,218,000 | 1,651 |
| U.S. Treasury securities | $1,000,000 | 1,251 |
| U.S. Government agency obligations | $55,218,000 | 1,616 |
| Securities issued by states & political subdivisions | $5,663,000 | 2,829 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $500,000 | 122 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,773,000 | 875 |
| Mortgage-backed securities | $14,577,000 | 2,343 |
| Certificates of participation in pools of residential mortgages | $10,441,000 | 2,268 |
| Issued or guaranteed by U.S. | $10,441,000 | 2,258 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,136,000 | 1,661 |
| CMOs issued by government agencies or sponsored agencies | $4,136,000 | 1,453 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $62,381,000 | 381 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $62,381,000 | 1,928 |
| Structured notes | ||
| Amortized cost | $5,999,000 | 712 |
| Fair value | $5,935,000 | 709 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $53,866,000 | 2,270 |
| U.S. Government securities | $47,698,000 | 1,925 |
| U.S. Treasury securities | $1,990,000 | 1,046 |
| U.S. Government agency obligations | $45,708,000 | 1,927 |
| Securities issued by states & political subdivisions | $5,668,000 | 2,865 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $500,000 | 125 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,069,000 | 1,003 |
| Mortgage-backed securities | $14,890,000 | 2,348 |
| Certificates of participation in pools of residential mortgages | $11,049,000 | 2,230 |
| Issued or guaranteed by U.S. | $11,049,000 | 2,221 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,841,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $3,841,000 | 1,538 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,866,000 | 433 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $53,866,000 | 2,225 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 821 |
| Fair value | $4,994,000 | 809 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $38,000,000 | 3,018 |
| U.S. Government securities | $32,414,000 | 2,668 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $32,414,000 | 2,568 |
| Securities issued by states & political subdivisions | $5,086,000 | 3,049 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $500,000 | 126 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,328,000 | 1,388 |
| Mortgage-backed securities | $14,524,000 | 2,392 |
| Certificates of participation in pools of residential mortgages | $11,771,000 | 2,151 |
| Issued or guaranteed by U.S. | $11,771,000 | 2,142 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,753,000 | 1,947 |
| CMOs issued by government agencies or sponsored agencies | $2,753,000 | 1,740 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,000,000 | 600 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $38,000,000 | 2,956 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,253 |
| Fair value | $3,001,000 | 1,236 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $43,151,000 | 2,760 |
| U.S. Government securities | $37,561,000 | 2,387 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $37,561,000 | 2,296 |
| Securities issued by states & political subdivisions | $5,090,000 | 3,039 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $500,000 | 122 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,370,000 | 1,212 |
| Mortgage-backed securities | $15,912,000 | 2,285 |
| Certificates of participation in pools of residential mortgages | $12,575,000 | 2,090 |
| Issued or guaranteed by U.S. | $12,575,000 | 2,081 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,337,000 | 1,862 |
| CMOs issued by government agencies or sponsored agencies | $3,337,000 | 1,656 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,151,000 | 532 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $43,151,000 | 2,703 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,226 |
| Fair value | $2,969,000 | 1,196 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $48,830,000 | 2,506 |
| U.S. Government securities | $43,883,000 | 2,083 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $43,883,000 | 2,006 |
| Securities issued by states & political subdivisions | $4,447,000 | 3,271 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $500,000 | 131 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,681,000 | 1,079 |
| Mortgage-backed securities | $17,970,000 | 2,163 |
| Certificates of participation in pools of residential mortgages | $13,923,000 | 1,984 |
| Issued or guaranteed by U.S. | $13,923,000 | 1,974 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,047,000 | 1,779 |
| CMOs issued by government agencies or sponsored agencies | $4,047,000 | 1,566 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $48,830,000 | 449 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $48,828,000 | 2,442 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,073 |
| Fair value | $3,012,000 | 1,073 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $41,401,000 | 2,897 |
| U.S. Government securities | $37,212,000 | 2,448 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $37,212,000 | 2,367 |
| Securities issued by states & political subdivisions | $3,689,000 | 3,554 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $500,000 | 137 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,360,000 | 1,253 |
| Mortgage-backed securities | $16,618,000 | 2,252 |
| Certificates of participation in pools of residential mortgages | $12,560,000 | 2,125 |
| Issued or guaranteed by U.S. | $12,560,000 | 2,109 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,058,000 | 1,763 |
| CMOs issued by government agencies or sponsored agencies | $4,058,000 | 1,651 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,401,000 | 531 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $41,400,000 | 2,839 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $44,030,000 | 2,703 |
| U.S. Government securities | $40,034,000 | 2,249 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $40,034,000 | 2,172 |
| Securities issued by states & political subdivisions | $3,746,000 | 3,533 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $250,000 | 185 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,413,000 | 1,132 |
| Mortgage-backed securities | $17,481,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | $13,036,000 | 2,056 |
| Issued or guaranteed by U.S. | $13,036,000 | 2,046 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,445,000 | 1,716 |
| CMOs issued by government agencies or sponsored agencies | $4,445,000 | 1,593 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,030,000 | 488 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $44,030,000 | 2,634 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $48,424,000 | 2,456 |
| U.S. Government securities | $44,176,000 | 1,996 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $44,176,000 | 1,926 |
| Securities issued by states & political subdivisions | $3,748,000 | 3,512 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $500,000 | 140 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,879,000 | 987 |
| Mortgage-backed securities | $19,849,000 | 2,062 |
| Certificates of participation in pools of residential mortgages | $12,413,000 | 2,104 |
| Issued or guaranteed by U.S. | $12,413,000 | 2,093 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,436,000 | 1,443 |
| CMOs issued by government agencies or sponsored agencies | $7,436,000 | 1,341 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $48,424,000 | 428 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $48,424,000 | 2,389 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $46,051,000 | 2,537 |
| U.S. Government securities | $42,105,000 | 2,040 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $42,105,000 | 1,974 |
| Securities issued by states & political subdivisions | $3,446,000 | 3,563 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $500,000 | 138 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,778,000 | 1,005 |
| Mortgage-backed securities | $12,429,000 | 2,729 |
| Certificates of participation in pools of residential mortgages | $5,564,000 | 3,258 |
| Issued or guaranteed by U.S. | $5,564,000 | 3,247 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $6,865,000 | 1,536 |
| CMOs issued by government agencies or sponsored agencies | $6,865,000 | 1,441 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,051,000 | 464 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $46,051,000 | 2,471 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $45,858,000 | 2,502 |
| U.S. Government securities | $42,167,000 | 2,019 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $42,167,000 | 1,933 |
| Securities issued by states & political subdivisions | $3,191,000 | 3,661 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $500,000 | 138 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,673,000 | 1,084 |
| Mortgage-backed securities | $11,873,000 | 2,759 |
| Certificates of participation in pools of residential mortgages | $5,264,000 | 3,283 |
| Issued or guaranteed by U.S. | $5,264,000 | 3,270 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $6,609,000 | 1,597 |
| CMOs issued by government agencies or sponsored agencies | $6,609,000 | 1,501 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $45,858,000 | 454 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $45,857,000 | 2,437 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $47,144,000 | 2,311 |
| U.S. Government securities | $44,619,000 | 1,797 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $44,619,000 | 1,702 |
| Securities issued by states & political subdivisions | $2,025,000 | 4,319 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $500,000 | 154 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,276,000 | 1,066 |
| Mortgage-backed securities | $1,052,000 | 5,834 |
| Certificates of participation in pools of residential mortgages | $48,000 | 6,724 |
| Issued or guaranteed by U.S. | $48,000 | 6,702 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,004,000 | 3,302 |
| CMOs issued by government agencies or sponsored agencies | $1,004,000 | 3,137 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,144,000 | 433 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $47,143,000 | 2,242 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $64,631,000 | 1,695 |
| U.S. Government securities | $60,998,000 | 1,298 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $60,998,000 | 1,205 |
| Securities issued by states & political subdivisions | $2,432,000 | 4,071 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $500,000 | 149 |
| Equity securities | $701,000 | 3,142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,928,000 | 690 |
| Mortgage-backed securities | $1,683,000 | 4,979 |
| Certificates of participation in pools of residential mortgages | $55,000 | 6,632 |
| Issued or guaranteed by U.S. | $55,000 | 6,610 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,628,000 | 2,466 |
| CMOs issued by government agencies or sponsored agencies | $1,628,000 | 2,324 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $63,930,000 | 405 |
| Available-for-sale securities (fair market value) | $701,000 | 8,637 |
| Total debt securities | $63,930,000 | 1,633 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $68,026,000 | 1,681 |
| U.S. Government securities | $64,538,000 | 1,314 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $64,538,000 | 1,198 |
| Securities issued by states & political subdivisions | $2,963,000 | 3,936 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $500,000 | 156 |
| Equity securities | $25,000 | 7,657 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,323,000 | 788 |
| Mortgage-backed securities | $2,012,000 | 5,060 |
| Certificates of participation in pools of residential mortgages | $83,000 | 6,830 |
| Issued or guaranteed by U.S. | $83,000 | 6,812 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,929,000 | 2,480 |
| CMOs issued by government agencies or sponsored agencies | $1,929,000 | 2,342 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $68,001,000 | 404 |
| Available-for-sale securities (fair market value) | $25,000 | 9,507 |
| Total debt securities | $68,001,000 | 1,615 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $70,488,000 | 1,681 |
| U.S. Government securities | $65,859,000 | 1,356 |
| U.S. Treasury securities | $3,299,000 | 2,944 |
| U.S. Government agency obligations | $62,560,000 | 1,216 |
| Securities issued by states & political subdivisions | $4,129,000 | 3,323 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $500,000 | 156 |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,970,000 | 955 |
| Mortgage-backed securities | $2,416,000 | 5,064 |
| Certificates of participation in pools of residential mortgages | $103,000 | 6,970 |
| Issued or guaranteed by U.S. | $103,000 | 6,952 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,313,000 | 2,498 |
| CMOs issued by government agencies or sponsored agencies | $2,313,000 | 2,374 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $70,488,000 | 405 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $70,488,000 | 1,599 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $49,390,000 | 2,315 |
| U.S. Government securities | $45,363,000 | 2,002 |
| U.S. Treasury securities | $6,069,000 | 2,709 |
| U.S. Government agency obligations | $39,294,000 | 1,785 |
| Securities issued by states & political subdivisions | $3,326,000 | 3,607 |
| Other domestic debt securities | $201,000 | 2,918 |
| Privately issued residential mortgage-backed securities | $201,000 | 1,046 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $500,000 | 164 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,520,000 | 1,291 |
| Mortgage-backed securities | $460,000 | 7,061 |
| Certificates of participation in pools of residential mortgages | $259,000 | 6,746 |
| Issued or guaranteed by U.S. | $259,000 | 6,725 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $201,000 | 4,533 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $201,000 | 847 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $49,390,000 | 719 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $49,390,000 | 2,243 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $48,919,000 | 2,501 |
| U.S. Government securities | $42,520,000 | 2,283 |
| U.S. Treasury securities | $11,339,000 | 2,005 |
| U.S. Government agency obligations | $31,181,000 | 2,297 |
| Securities issued by states & political subdivisions | $5,100,000 | 2,779 |
| Other domestic debt securities | $799,000 | 2,281 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $799,000 | 1,737 |
| Foreign debt securities | $500,000 | 189 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,119,000 | 1,402 |
| Mortgage-backed securities | $500,000 | 7,551 |
| Certificates of participation in pools of residential mortgages | $500,000 | 6,666 |
| Issued or guaranteed by U.S. | $500,000 | 6,647 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $48,919,000 | 833 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $48,919,000 | 2,433 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $46,927,000 | 2,697 |
| U.S. Government securities | $39,954,000 | 2,533 |
| U.S. Treasury securities | $6,913,000 | 3,681 |
| U.S. Government agency obligations | $33,041,000 | 2,109 |
| Securities issued by states & political subdivisions | $6,173,000 | 2,374 |
| Other domestic debt securities | $300,000 | 3,668 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 2,871 |
| Foreign debt securities | $500,000 | 219 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,638,000 | 1,318 |
| Mortgage-backed securities | $1,221,000 | 7,026 |
| Certificates of participation in pools of residential mortgages | $920,000 | 6,195 |
| Issued or guaranteed by U.S. | $920,000 | 6,162 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $301,000 | 5,232 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 5,030 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,927,000 | 898 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $46,927,000 | 2,616 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 2,265 |
| Fair value | $1,281,000 | 2,269 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $48,791,000 | 2,683 |
| U.S. Government securities | $41,279,000 | 2,533 |
| U.S. Treasury securities | $2,946,000 | 7,206 |
| U.S. Government agency obligations | $38,333,000 | 1,767 |
| Securities issued by states & political subdivisions | $6,712,000 | 2,277 |
| Other domestic debt securities | $300,000 | 4,144 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 3,305 |
| Foreign debt securities | $500,000 | 247 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,303,000 | 973 |
| Mortgage-backed securities | $1,504,000 | 7,132 |
| Certificates of participation in pools of residential mortgages | $1,203,000 | 6,121 |
| Issued or guaranteed by U.S. | $1,203,000 | 6,097 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $301,000 | 5,652 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 5,405 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $48,791,000 | 1,523 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $48,791,000 | 2,620 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $52,999,000 | 2,612 |
| U.S. Government securities | $45,705,000 | 2,400 |
| U.S. Treasury securities | $4,195,000 | 6,271 |
| U.S. Government agency obligations | $41,510,000 | 1,690 |
| Securities issued by states & political subdivisions | $6,317,000 | 2,446 |
| Other domestic debt securities | $477,000 | 4,372 |
| Privately issued residential mortgage-backed securities | $77,000 | 2,855 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $400,000 | 3,515 |
| Foreign debt securities | $500,000 | 256 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,377,000 | 1,280 |
| Mortgage-backed securities | $3,142,000 | 6,331 |
| Certificates of participation in pools of residential mortgages | $2,115,000 | 5,627 |
| Issued or guaranteed by U.S. | $2,115,000 | 5,585 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,027,000 | 4,895 |
| CMOs issued by government agencies or sponsored agencies | $950,000 | 4,877 |
| Privately issued | $77,000 | 2,432 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $52,999,000 | 2,543 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $44,655,000 | 3,061 |
| U.S. Government securities | $42,218,000 | 2,546 |
| U.S. Treasury securities | $9,695,000 | 3,605 |
| U.S. Government agency obligations | $32,523,000 | 2,092 |
| Securities issued by states & political subdivisions | $1,202,000 | 6,203 |
| Other domestic debt securities | $735,000 | 4,573 |
| Privately issued residential mortgage-backed securities | $235,000 | 2,969 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 3,807 |
| Foreign debt securities | $500,000 | 257 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,326,000 | 1,240 |
| Mortgage-backed securities | $8,529,000 | 4,111 |
| Certificates of participation in pools of residential mortgages | $4,105,000 | 4,389 |
| Issued or guaranteed by U.S. | $4,105,000 | 4,335 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $4,424,000 | 2,825 |
| CMOs issued by government agencies or sponsored agencies | $4,189,000 | 2,658 |
| Privately issued | $235,000 | 2,528 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $44,655,000 | 2,981 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |